The present study is focused on the fatigue strength of 15–5 PH stainless steel, built by Direct Metal Laser Sintering. Six‐specimen sets were manufactured, mechanically and thermally treated and tested under rotating bending fatigue. The study investigates the effects of the build orientation (parallel, perpendicular, or 45° inclined with respect to the vertical stacking direction) and of allowance for machining (1 mm or 3 mm at gage). The results, processed by an ANOVA methodology, indicate that allowance for machining has a beneficial effect on the fatigue response. Removing the surface irregularities, averagely leads to a 19% enhancement of the fatigue limit. The build orientation also becomes beneficial, when the slanted samples are included in the experiment. In this case, a fatigue strength increase up to 20% can be achieved. Further developments will include the investigation of the effects of heat and surface treatments, involving also further materials in the study.